+74.4%
BND vs DPZ
+2,075.6%
-2,001.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.6% |
| 7D | -1.4% | -2.5% | +1.1% | -1.4% |
| 30D | +0.8% | +12.5% | -11.7% | +0.8% |
| 3M | -1.2% | -5.2% | +4.0% | -1.2% |
| 6M | -1.4% | +8.8% | -10.2% | -1.4% |
| YTD | -1.3% | -18.7% | +17.3% | -1.4% |
| 1Y | -1.2% | -15.7% | +14.4% | -1.3% |
| 3Y | +13.7% | -7.5% | +21.2% | +13.8% |
| 5Y | -1.7% | -30.1% | +28.4% | -1.9% |
| 10Y | +17.2% | +135.3% | -118.1% | +19.1% |
| All | +74.4% | +2,075.6% | -2,001.2% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DPZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling